Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51681.81 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48482.75 Kr¶

PnL: ---------------------------------------> -604.82 Kr¶

DD now: ---------------------------------> -0.505 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:54:42.396714'

Anic Portfolio¶

Today¶

Return: -0.418 %¶

This Week¶

Return: 8.741 %¶

Total¶

Return: 69.193 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.280000 772.000000 99.000000 14.710000 673.000000
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
Nordea Bank Abp 29 -0.410000 3520.600000 66.600000 1.930000 3453.999992
SAAB B 8 -0.090000 3424.000000 47.000000 1.390000 3377.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Swedbank A 3 2.280000 604.500000 40.500000 7.180000 564.000000
AcadeMedia 12 0.400000 596.880000 39.880000 7.160000 557.000004
Resurs Holding 22 0.690000 613.140000 39.140000 6.820000 573.999998
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 0.130000 383.600000 28.600000 8.060000 355.000000
Intrum 4 0.850000 544.000000 17.000000 3.230000 527.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -0.890000 573.960000 3.960000 0.690000 570.000000
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Corem Property Group B 59 -0.560000 578.200000 1.200000 0.210000 576.999999
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 0.300000 532.800000 0.800000 0.150000 532.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Handelsbanken A 5 0.510000 546.000000 0.000000 0.000000 546.000000
Midsona B 63 -2.750000 578.970000 -4.030000 -0.690000 582.999984
Boozt 12 0.070000 1646.400000 -7.600000 -0.460000 1653.999996
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Essity B 2 -0.840000 545.400000 -28.600000 -4.980000 574.000000
CTEK 13 -1.490000 498.940000 -35.060000 -6.570000 533.999999
International Petroleum Corp. 5 -3.240000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -2.410000 554.040000 -58.960000 -9.620000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.370000 1775.400000 -213.600000 -10.740000 1989.000002
Axfood 15 0.410000 4062.000000 -238.000000 -5.530000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48482.750000 -604.820000 -0.50548% 49087.564636

Updated:¶

'2023-01-31 14:54:55.839570'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶